See how that works smoothly? You shouldn't need to announce the speaker of every line when the conversation flows nicely.Bonus points when the style of dialogue is clear enough that even without an announcement of who is speaking, it is made clear.

example:

"So, I see Pinkie Pie, Fluttershy, Twilight Sparkle and Rainbowdash, but who is this?""Ya'll want to know who I am? Awh shucks, I ain't nopony."

(which as you can see, it's clearly Applejack.)

The story itself was mildly interesting, if a little weird.I'd say just work on making your writing a bit more fluent and relaxed and you'll have made a big improvement already.

Though I will hand it to you that you managed to portray each character properly and showed their true nature.